EconPapers    
Economics at your fingertips  
 

Details about Lanouar Charfeddine

E-mail:
Homepage:http://www.researchgate.net/profile/Lanouar_Charfeddine/
Phone:(00974)30453384
Postal address:College of Business and Economics, Department of Economics and Finance, Qatar University, B.P 2713, Doha, Qatar. Tel : (00974)30453384 E-mail1 :lcharfeddine@qu.edu.qa E-Mail2 : lanouar_charf@yahoo.fr
Workplace:College of Business and Economics, University of Qatar, (more information at EDIRC)

Access statistics for papers by Lanouar Charfeddine.

Last updated 2019-05-24. Update your information in the RePEc Author Service.

Short-id: pch379


Jump to Journal Articles

Working Papers

2018

  1. Oil Price Changes and U.S. Real GDP Growth: Is this Time Different?
    Working Papers on Finance, University of St. Gallen, School of Finance Downloads View citations (2)

2017

  1. Time-Varying Efficiency of Developed and Emerging Bond Markets: Evidence from Long-Spans of Historical Data
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2018)

2015

  1. Which is the best model for the US inflation rate: a structural changes model or a long memory process
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (4)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2007) Downloads View citations (11)

    See also Journal Article in The IUP Journal of Applied Economics (2011)

2014

  1. The influence of CEO departure type and board characteristics on firm performance
    Working Papers, Department of Research, Ipag Business School Downloads View citations (1)

2012

  1. Breaks or long memory behavior: An empirical investigation
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (4)
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2012) Downloads View citations (8)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2009) Downloads View citations (2)

    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2012)

2008

  1. Is it possible to discriminate between different switching regressions models? An empirical investigation
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL Downloads View citations (1)

2007

  1. Which is the best model for the US inflation rate: a structural changes model or a long memory
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne Downloads View citations (5)

2006

  1. A VARIETIES OF SPURIOUS LONG MEMORY PROCESS
    Working Papers ERMES, ERMES, University Paris 2 Downloads
  2. CAN THE SUP LR TEST DISCRIMINATE BETWEEN DIFFERENT SWITCHING REGRESSIONS MODELS: APPLICATIONS TO THE U.S GNP AND THE US/UK EXCHANGE RATE?
    Working Papers ERMES, ERMES, University Paris 2 Downloads View citations (1)

2005

  1. Can the SupLR test discriminate between different switching
    International Finance, University Library of Munich, Germany Downloads

Journal Articles

2019

  1. Are shocks on the returns and volatility of cryptocurrencies really persistent?
    Finance Research Letters, 2019, 28, (C), 423-430 Downloads View citations (1)
  2. Impact of renewable energy consumption and financial development on CO2 emissions and economic growth in the MENA region: A panel vector autoregressive (PVAR) analysis
    Renewable Energy, 2019, 139, (C), 198-213 Downloads View citations (1)
  3. The forward premium anomaly in the energy futures markets: A time-varying approach
    Research in International Business and Finance, 2019, 47, (C), 600-615 Downloads

2018

  1. Long range dependence in an emerging stock market’s sectors: volatility modelling and VaR forecasting
    Applied Economics, 2018, 50, (23), 2569-2599 Downloads View citations (2)
  2. Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data
    Physica A: Statistical Mechanics and its Applications, 2018, 505, (C), 632-647 Downloads View citations (3)
    See also Working Paper (2017)

2017

  1. Money demand and black market exchange rate: a cointegration approach with structural break
    Afro-Asian Journal of Finance and Accounting, 2017, 7, (2), 177-199 Downloads
  2. Renewable and non-renewable energy use - economic growth nexus: The case of MENA Net Oil Importing Countries
    Renewable and Sustainable Energy Reviews, 2017, 71, (C), 127-140 Downloads View citations (22)
  3. The impact of economic development and social-political factors on ecological footprint: A panel data analysis for 15 MENA countries
    Renewable and Sustainable Energy Reviews, 2017, 76, (C), 138-154 Downloads View citations (2)
  4. The impact of energy consumption and economic development on Ecological Footprint and CO2 emissions: Evidence from a Markov Switching Equilibrium Correction Model
    Energy Economics, 2017, 65, (C), 355-374 Downloads View citations (2)

2016

  1. A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets
    Journal of Multinational Financial Management, 2016, 37-38, 168-189 Downloads View citations (5)
  2. Breaks or long range dependence in the energy futures volatility: Out-of-sample forecasting and VaR analysis
    Economic Modelling, 2016, 53, (C), 354-374 Downloads View citations (11)
  3. Do oil producing countries offer international diversification benefits? Evidence from GCC countries
    Economic Modelling, 2016, 57, (C), 263-280 Downloads View citations (5)
  4. Financial development and environmental quality in UAE: Cointegration with structural breaks
    Renewable and Sustainable Energy Reviews, 2016, 55, (C), 1322-1335 Downloads View citations (27)
  5. Impact of renewable and non-renewable energy consumption on economic growth: New evidence from the MENA Net Oil Exporting Countries (NOECs)
    Energy, 2016, 116, (P1), 102-115 Downloads View citations (22)
  6. Socially responsible investing and Islamic funds: New perspectives for portfolio allocation
    Research in International Business and Finance, 2016, 36, (C), 351-361 Downloads View citations (5)
  7. Time varying market efficiency of the GCC stock markets
    Physica A: Statistical Mechanics and its Applications, 2016, 444, (C), 487-504 Downloads View citations (7)

2015

  1. Evolving efficiency of spot and futures energy markets: A rolling sample approach
    Journal of Behavioral and Experimental Finance, 2015, 6, (C), 67-79 Downloads View citations (10)
  2. Islamic versus conventional banks in the GCC countries: A comparative study using classification techniques
    Research in International Business and Finance, 2015, 33, (C), 75-98 Downloads View citations (19)
  3. Trade liberalization and relative employment: further evidence from Tunisia
    Eurasian Business Review, 2015, 5, (1), 173-202 Downloads View citations (3)

2014

  1. True or spurious long memory in volatility: Further evidence on the energy futures markets
    Energy Policy, 2014, 71, (C), 76-93 Downloads View citations (20)

2013

  1. Expanding the Technology Acceptance Model to Examine Internet Banking Adoption in Tunisia Country
    International Journal of Innovation in the Digital Economy (IJIDE), 2013, 4, (4), 61-81 Downloads
  2. TRADE LIBERALIZATION, TECHNOLOGY IMPORT AND EMPLOYMENT: EVIDENCE OF SKILL UPGRADING IN THE TUNISIAN CONTEXT
    Region et Developpement, 2013, 37, 11-36 Downloads View citations (2)
  3. The Behavior Intention of Tunisian Banks’ Customers on using Internet Banking
    International Journal of Innovation in the Digital Economy (IJIDE), 2013, 4, (1), 16-30 Downloads View citations (2)
  4. The Tunisian stock market index volatility: Long memory vs. switching regime
    Emerging Markets Review, 2013, 16, (C), 170-182 Downloads View citations (14)
  5. Trade liberalization, technology import and skill upgrading in Tunisian manufacturing industries: A dynamic estimation
    African Journal of Economic and Management Studies, 2013, 4, (3), 338-357 Downloads View citations (1)

2012

  1. Breaks or long memory behavior: An empirical investigation
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (22), 5712-5726 Downloads View citations (10)
    See also Working Paper (2012)
  2. Short Term Relationships between European Electricity Markets
    Asian Economic and Financial Review, 2012, 2, (2), 276-281 Downloads View citations (3)

2011

  1. Which is the Best Model for the US Inflation Rate: A Structural Change Model or a Long Memory Process?
    The IUP Journal of Applied Economics, 2011, X, (1), 5-25 View citations (6)
    See also Working Paper (2015)
 
Page updated 2019-10-12